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Edoardo Vittori, PhD
Edoardo Vittori, PhD
Intesa Sanpaolo
Verified email at polimi.it - Homepage
Title
Cited by
Cited by
Year
Risk-averse trust region optimization for reward-volatility reduction
L Bisi, L Sabbioni, E Vittori, M Papini, M Restelli
arXiv preprint arXiv:1912.03193, 2019
412019
Option hedging with risk averse reinforcement learning
E Vittori, M Trapletti, M Restelli
Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020
112020
Dealing with transaction costs in portfolio optimization: online gradient descent with momentum
E Vittori, MB de Luca, F Trov˛, M Restelli
Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020
82020
Conservative online convex optimization
M Bernasconi de Luca, E Vittori, F Trov˛, M Restelli
Joint European Conference on Machine Learning and Knowledge Discovery iná…, 2021
52021
Learning FX trading strategies with FQI and persistent actions
A Riva, L Bisi, P Liotet, L Sabbioni, E Vittori, M Pinciroli, M Trapletti, ...
Proceedings of the Second ACM International Conference on AI in Finance, 1-9, 2021
22021
Monte carlo tree search for trading and hedging
E Vittori, A Likmeta, M Restelli
Proceedings of the Second ACM International Conference on AI in Finance, 1-9, 2021
12021
Dealer Markets: a Reinforcement Learning Mean Field Approach
MB de Luca, E Vittori, F Trov˛, M Restelli
12021
Addressing Non-Stationarity in FX Trading with Online Model Selection of Offline RL Experts
A Riva, L Bisi, P Liotet, L Sabbioni, E Vittori, M Pinciroli, M Trapletti, ...
Proceedings of the Third ACM International Conference on AI in Finance, 394-402, 2022
2022
Dark-Pool Smart Order Routing: a Combinatorial Multi-armed Bandit Approach
M Bernasconi, S Martino, E Vittori, F Trov˛, M Restelli
Proceedings of the Third ACM International Conference on AI in Finance, 352-360, 2022
2022
Augmenting traders with learning machines
E Vittori
2022
MCTS for Trading and Hedging
E Vittori, A Likmeta, M Restelli
2021
Online gradient descent for online portfolio optimization with transaction costs
M RESTELLI, E VITTORI, F TROVO
Italy, 2020
2020
GLINT: Gravitational-wave Laser INterferometry Triangle
S Aria, R Azevedo, R Burow, F Cahill, L Ducheckova, A Holroyd, ...
Experimental Astronomy 44 (2), 181-208, 2017
2017
Computational search for high redshift quasars
E Vittori, D Mortlock
2016
Dealer Markets: A Reinforcement Learning Mean Field Game Approach
M Bernasconi, E Vittori, F Trov˛, M Restelli
Available at SSRN 4167296, 0
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Articles 1–15